+1,135.8%
URI vs QID
-99.0%
+1,234.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | 0.0% |
| 7D | +6.7% | -7.1% | +13.9% | +3.4% |
| 30D | +8.9% | +12.6% | -3.8% | +16.9% |
| 3M | +0.5% | +14.2% | -13.7% | +9.3% |
| 6M | +20.7% | +6.2% | +14.5% | +28.7% |
| YTD | +40.0% | -21.8% | +61.8% | +29.7% |
| 1Y | +34.4% | -23.1% | +57.5% | +24.0% |
| 3Y | +149.5% | -71.3% | +220.8% | +58.1% |
| 5Y | +205.6% | -77.0% | +282.6% | +112.8% |
| All | +1,135.8% | -99.0% | +1,234.9% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling